| Aardappelprijs - Time Series Analysis - Kristof Vermeulen | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Mon, 19 May 2008 14:16:09 -0600 | | | | Cite this page as follows: | | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/May/19/t121122825003bietcrfm6w6q6.htm/, Retrieved Mon, 19 May 2008 22:17:35 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 0,36
0,35
0,35
0,35
0,33
0,78
0,71
0,62
0,52
0,46
0,43
0,43
0,42
0,42
0,42
0,42
0,43
0,99
1,03
0,83
0,64
0,6
0,58
0,58
0,58
0,57
0,57
0,56
0,56
0,88
0,84
0,69
0,59
0,54
0,52
0,52
0,51
0,52
0,51
0,51
0,53
0,95
0,98
0,88
0,81
0,77
0,76
0,75
0,73
0,74
0,73
0,75
0,77
1,09
1,03
0,9
0,76
0,66
0,63
0,61
0,61
0,61
0,61
0,61
0,62
0,76
0,83
0,81
0,77
0,75
0,76
0,76
| | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 0.36 | NA | NA | -0.095138888888889 | NA | | 2 | 0.35 | NA | NA | -0.098888888888889 | NA | | 3 | 0.35 | NA | NA | -0.109305555555556 | NA | | 4 | 0.35 | NA | NA | -0.111388888888889 | NA | | 5 | 0.33 | NA | NA | -0.103055555555556 | NA | | 6 | 0.78 | NA | NA | 0.297986111111111 | NA | | 7 | 0.71 | 0.763298611111111 | 0.476666666666667 | 0.286631944444445 | -0.0532986111111113 | | 8 | 0.62 | 0.619756944444444 | 0.482083333333333 | 0.137673611111111 | 0.000243055555555649 | | 9 | 0.52 | 0.496631944444444 | 0.487916666666667 | 0.00871527777777781 | 0.0233680555555555 | | 10 | 0.46 | 0.441006944444444 | 0.49375 | -0.0527430555555556 | 0.0189930555555555 | | 11 | 0.43 | 0.424131944444444 | 0.500833333333333 | -0.0767013888888889 | 0.00586805555555558 | | 12 | 0.43 | 0.429965277777778 | 0.51375 | -0.0837847222222222 | 3.47222222221166e-05 | | 13 | 0.42 | 0.440694444444444 | 0.535833333333333 | -0.095138888888889 | -0.0206944444444443 | | 14 | 0.42 | 0.459027777777778 | 0.557916666666667 | -0.098888888888889 | -0.0390277777777777 | | 15 | 0.42 | 0.462361111111111 | 0.571666666666667 | -0.109305555555556 | -0.042361111111111 | | 16 | 0.42 | 0.471111111111111 | 0.5825 | -0.111388888888889 | -0.0511111111111111 | | 17 | 0.43 | 0.491527777777778 | 0.594583333333333 | -0.103055555555556 | -0.0615277777777778 | | 18 | 0.99 | 0.905069444444444 | 0.607083333333333 | 0.297986111111111 | 0.0849305555555556 | | 19 | 1.03 | 0.906631944444444 | 0.62 | 0.286631944444445 | 0.123368055555556 | | 20 | 0.83 | 0.770590277777778 | 0.632916666666667 | 0.137673611111111 | 0.0594097222222222 | | 21 | 0.64 | 0.654131944444444 | 0.645416666666667 | 0.00871527777777781 | -0.0141319444444443 | | 22 | 0.6 | 0.604756944444444 | 0.6575 | -0.0527430555555556 | -0.0047569444444443 | | 23 | 0.58 | 0.592048611111111 | 0.66875 | -0.0767013888888889 | -0.0120486111111112 | | 24 | 0.58 | 0.585798611111111 | 0.669583333333333 | -0.0837847222222222 | -0.00579861111111113 | | 25 | 0.58 | 0.561944444444444 | 0.657083333333333 | -0.095138888888889 | 0.0180555555555557 | | 26 | 0.57 | 0.544444444444444 | 0.643333333333333 | -0.098888888888889 | 0.0255555555555556 | | 27 | 0.57 | 0.526111111111111 | 0.635416666666667 | -0.109305555555556 | 0.0438888888888889 | | 28 | 0.56 | 0.519444444444444 | 0.630833333333333 | -0.111388888888889 | 0.0405555555555556 | | 29 | 0.56 | 0.522777777777778 | 0.625833333333333 | -0.103055555555556 | 0.0372222222222223 | | 30 | 0.88 | 0.918819444444444 | 0.620833333333333 | 0.297986111111111 | -0.0388194444444445 | | 31 | 0.84 | 0.902048611111111 | 0.615416666666667 | 0.286631944444445 | -0.0620486111111112 | | 32 | 0.69 | 0.748090277777778 | 0.610416666666667 | 0.137673611111111 | -0.0580902777777778 | | 33 | 0.59 | 0.614548611111111 | 0.605833333333333 | 0.00871527777777781 | -0.0245486111111111 | | 34 | 0.54 | 0.548506944444444 | 0.60125 | -0.0527430555555556 | -0.00850694444444433 | | 35 | 0.52 | 0.521215277777778 | 0.597916666666667 | -0.0767013888888889 | -0.00121527777777763 | | 36 | 0.52 | 0.515798611111111 | 0.599583333333333 | -0.0837847222222222 | 0.0042013888888891 | | 37 | 0.51 | 0.513194444444444 | 0.608333333333333 | -0.095138888888889 | -0.00319444444444428 | | 38 | 0.52 | 0.523194444444444 | 0.622083333333333 | -0.098888888888889 | -0.00319444444444439 | | 39 | 0.51 | 0.529861111111111 | 0.639166666666667 | -0.109305555555556 | -0.0198611111111111 | | 40 | 0.51 | 0.546527777777778 | 0.657916666666667 | -0.111388888888889 | -0.0365277777777777 | | 41 | 0.53 | 0.574444444444444 | 0.6775 | -0.103055555555556 | -0.0444444444444444 | | 42 | 0.95 | 0.995069444444444 | 0.697083333333333 | 0.297986111111111 | -0.0450694444444444 | | 43 | 0.98 | 1.00246527777778 | 0.715833333333333 | 0.286631944444445 | -0.0224652777777777 | | 44 | 0.88 | 0.871840277777778 | 0.734166666666667 | 0.137673611111111 | 0.00815972222222228 | | 45 | 0.81 | 0.761215277777778 | 0.7525 | 0.00871527777777781 | 0.0487847222222223 | | 46 | 0.77 | 0.718923611111111 | 0.771666666666667 | -0.0527430555555556 | 0.0510763888888889 | | 47 | 0.76 | 0.714965277777778 | 0.791666666666667 | -0.0767013888888889 | 0.0450347222222223 | | 48 | 0.75 | 0.723715277777778 | 0.8075 | -0.0837847222222222 | 0.0262847222222222 | | 49 | 0.73 | 0.720277777777778 | 0.815416666666667 | -0.095138888888889 | 0.00972222222222208 | | 50 | 0.74 | 0.719444444444444 | 0.818333333333333 | -0.098888888888889 | 0.0205555555555555 | | 51 | 0.73 | 0.707777777777778 | 0.817083333333333 | -0.109305555555556 | 0.0222222222222221 | | 52 | 0.75 | 0.699027777777778 | 0.810416666666667 | -0.111388888888889 | 0.0509722222222223 | | 53 | 0.77 | 0.697361111111111 | 0.800416666666667 | -0.103055555555556 | 0.072638888888889 | | 54 | 1.09 | 1.08715277777778 | 0.789166666666667 | 0.297986111111111 | 0.00284722222222245 | | 55 | 1.03 | 1.06496527777778 | 0.778333333333333 | 0.286631944444445 | -0.0349652777777777 | | 56 | 0.9 | 0.905590277777778 | 0.767916666666667 | 0.137673611111111 | -0.00559027777777776 | | 57 | 0.76 | 0.766215277777778 | 0.7575 | 0.00871527777777781 | -0.00621527777777786 | | 58 | 0.66 | 0.693923611111111 | 0.746666666666667 | -0.0527430555555556 | -0.0339236111111111 | | 59 | 0.63 | 0.657881944444444 | 0.734583333333333 | -0.0767013888888889 | -0.0278819444444444 | | 60 | 0.61 | 0.630798611111111 | 0.714583333333333 | -0.0837847222222222 | -0.0207986111111110 | | 61 | 0.61 | 0.597361111111111 | 0.6925 | -0.095138888888889 | 0.0126388888888890 | | 62 | 0.61 | 0.581527777777778 | 0.680416666666667 | -0.098888888888889 | 0.0284722222222221 | | 63 | 0.61 | 0.567777777777778 | 0.677083333333333 | -0.109305555555556 | 0.0422222222222223 | | 64 | 0.61 | 0.569861111111111 | 0.68125 | -0.111388888888889 | 0.0401388888888889 | | 65 | 0.62 | 0.587361111111111 | 0.690416666666666 | -0.103055555555556 | 0.0326388888888891 | | 66 | 0.76 | 1.00006944444444 | 0.702083333333333 | 0.297986111111111 | -0.240069444444444 | | 67 | 0.83 | NA | NA | 0.286631944444445 | NA | | 68 | 0.81 | NA | NA | 0.137673611111111 | NA | | 69 | 0.77 | NA | NA | 0.00871527777777781 | NA | | 70 | 0.75 | NA | NA | -0.0527430555555556 | NA | | 71 | 0.76 | NA | NA | -0.0767013888888889 | NA | | 72 | 0.76 | NA | NA | -0.0837847222222222 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t121122825003bietcrfm6w6q6/1w49c1211228167.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t121122825003bietcrfm6w6q6/1w49c1211228167.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t121122825003bietcrfm6w6q6/2clml1211228167.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t121122825003bietcrfm6w6q6/2clml1211228167.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t121122825003bietcrfm6w6q6/35zv01211228167.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t121122825003bietcrfm6w6q6/35zv01211228167.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t121122825003bietcrfm6w6q6/4tp9f1211228167.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t121122825003bietcrfm6w6q6/4tp9f1211228167.ps (open in new window) |
| | | | Parameters (Session): | | par1 = additive ; par2 = 12 ; | | | | Parameters (R input): | | par1 = additive ; par2 = 12 ; | | | | R code (references can be found in the software module): | par2 <- as.numeric(par2)
x <- ts(x,freq=par2)
m <- decompose(x,type=par1)
m$figure
bitmap(file='test1.png')
plot(m)
dev.off()
mylagmax <- length(x)/2
bitmap(file='test2.png')
op <- par(mfrow = c(2,2))
acf(as.numeric(x),lag.max = mylagmax,main='Observed')
acf(as.numeric(m$trend),na.action=na.pass,lag.max = mylagmax,main='Trend')
acf(as.numeric(m$seasonal),na.action=na.pass,lag.max = mylagmax,main='Seasonal')
acf(as.numeric(m$random),na.action=na.pass,lag.max = mylagmax,main='Random')
par(op)
dev.off()
bitmap(file='test3.png')
op <- par(mfrow = c(2,2))
spectrum(as.numeric(x),main='Observed')
spectrum(as.numeric(m$trend[!is.na(m$trend)]),main='Trend')
spectrum(as.numeric(m$seasonal[!is.na(m$seasonal)]),main='Seasonal')
spectrum(as.numeric(m$random[!is.na(m$random)]),main='Random')
par(op)
dev.off()
bitmap(file='test4.png')
op <- par(mfrow = c(2,2))
cpgram(as.numeric(x),main='Observed')
cpgram(as.numeric(m$trend[!is.na(m$trend)]),main='Trend')
cpgram(as.numeric(m$seasonal[!is.na(m$seasonal)]),main='Seasonal')
cpgram(as.numeric(m$random[!is.na(m$random)]),main='Random')
par(op)
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Classical Decomposition by Moving Averages',6,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'t',header=TRUE)
a<-table.element(a,'Observations',header=TRUE)
a<-table.element(a,'Fit',header=TRUE)
a<-table.element(a,'Trend',header=TRUE)
a<-table.element(a,'Seasonal',header=TRUE)
a<-table.element(a,'Random',header=TRUE)
a<-table.row.end(a)
for (i in 1:length(m$trend)) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,x[i])
if (par1 == 'additive') a<-table.element(a,m$trend[i]+m$seasonal[i]) else a<-table.element(a,m$trend[i]*m$seasonal[i])
a<-table.element(a,m$trend[i])
a<-table.element(a,m$seasonal[i])
a<-table.element(a,m$random[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
| | |
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